# rmvtnorm: Random multivariate normal variables In phonTools: Tools for Phonetic and Acoustic Analyses

## Description

Draw vectors from a multivariate normal distribution.

## Usage

 `1` ```rmvtnorm (n = 1, k = 2, means = rep (0, k), sigma = diag (k)) ```

## Arguments

 `n` The number of vectors to be drawn. `k` The dimension of the vectors to be drawn. `means` A vector of means, one for each dimension. `sigma` The covariance matrix of the distribution. If a number between 0 and 1 is provided, this is assumed to be the correlation parameter for a bivariate standard normal distribution.

## Details

If means and sigma are not specified, a standard normal distribution is assumed along every dimensions, and dimensions are assumed to be uncorrelated. If the number of dimensions is not specified, a bivariate distribution is assumed.

## Value

A matrix with rows equal to n and columns equal to k, where each row indicates a single observation, and each column represents a different dimension.

## Author(s)

Santiago Barreda <[email protected]>

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18``` ```## Examples of draws from different bivariate normal distributions ## and standard deviation ellipses drawn to fit them. par (mfrow = c(2,2)) draws = rmvtnorm (n = 1000, k = 2, sigma = .3) plot (draws) sdellipse (draws, stdev = 3, lwd = 3, col = 2) draws = rmvtnorm (n = 1000, k = 2, sigma = -.3) plot (draws) sdellipse (draws, stdev = 3, lwd = 3, col = 2) draws = rmvtnorm (n = 1000, k = 2, sigma = -.7) plot (draws) sdellipse (draws, stdev = 3, lwd = 3, col = 2) draws = rmvtnorm (n = 1000, k = 2, sigma = .7) plot (draws) sdellipse (draws, stdev = 3, lwd = 3, col = 2) ```

phonTools documentation built on May 29, 2017, 9 a.m.